A four-game winless run in the Premier League has relegated the Gunners from title contenders to battling with Everton to qualify for next season's Champions League.
All the while the club's nine-year trophy drought goes on, and Arsenal will face Wigan Athletic in Saturday's FA Cup semi-final at Wembley knowing anything less than winning the tournament will be a failure.
|4/9||Arsenal are 4/9 with Paddy Power to win the FA Cup|
“I want titles and that is why I came to Arsenal,” he told Sport360. “Every football player wants to win titles. We’ve gone many years without winning one.
“And if not, what I’ll look for in my next destination is to have the chance to win.”
On the subject of a winning mentality, Cazorla added: “That is what makes it different at other clubs.
“You’ve a good example in Manchester City who signed Fernandinho, [Alvaro] Negredo... or even Manchester United with [Robin] Van Persie and [Juan] Mata.
“Arsenal know what they need next season, but it’s almost impossible to win a title if we haven’t got these kind of things.”
Cazorla also refused to rule out the possibility of returning to Spain, where he had previously enjoyed the interest of Real Madrid while at Malaga and Villarreal.
“I don’t want to close doors, but nowadays I’ve a contract with Arsenal for two more seasons,” he continued.
“When I’m turning 31 I’ll evaluate myself and I’ll choose the best option. In which case, I would be delighted to come back [to Spain].”
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